Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1171785.4448 | 1191158.9252 | -19373.4804 | 157169.8685 | 1187169.385 | -1029999.5165 |
Total P&L (%) | 1171.7854 | 1191.1589 | -19.3735 | 157.1699 | 1187.1694 | -1029.9995 |
Avg Daily Profit (%) | 0.6248 | 0.6351 | -0.0103 | 0.0504 | 0.1363 | 0 |
Buy And Hold Return (%) | 276.4587 | 276.4587 | 276.4587 | 276.4587 | 276.4587 | 276.4587 |
Max Trade Drawdown | -117201 | -128913 | -87263 | -2477963 | -1707118 | -1503666 |
Profit Factor | 2.9607 | 4.4274 | 0.9225 | 1.026 | 1.3683 | 0.6349 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 43.9024 | 46.3415 | 41.4634 | 43.9024 | 46.3415 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.7831 | 5.1265 | 1.3024 | 1.311 | 1.5843 | 0.8963 |
Largest Winning Trade | 986043 | 986043 | 60433 | 2040896 | 2040896 | 501950 |
Largest Losing Trade | -45631 | -45631 | -43240 | -633787 | -497630 | -633787 |
Avg Bars in Trades | 84 | 122 | 47 | 84 | 122 | 47 |
Avg Bars in Winners | 128 | 174 | 76 | 128 | 174 | 76 |
Avg Bars in Losers | 50 | 77 | 26 | 50 | 77 | 26 |
Bars Traded | 6950 | 5015 | 1935 | 6950 | 5015 | 1935 |
Profit Streak | 0 | 169.7566 | 0 | 0 | 169.7566 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 149889 | 603526 | -582395 | -494488 | -11390 | -584062 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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